Free Access
Issue |
RAIRO-Oper. Res.
Volume 53, Number 2, April-June 2019
|
|
---|---|---|
Page(s) | 559 - 576 | |
DOI | https://doi.org/10.1051/ro/2018064 | |
Published online | 05 June 2019 |
- A. Agarwal, E. Hazan, S. Kale and R.E. Schapire, Algorithms for portfolio management based on the newton method. In: Proceedings of the 23rd International Conference on Machine Learning. ACM (2006) 9–16. [Google Scholar]
- N. Boria and V.T. Paschos, A survey on combinatorial optimization in dynamic environment. RAIRO: OR 45 (2011) 241–294. [CrossRef] [Google Scholar]
- A. Borodin, R. El-Yaniv and V. Gogan, On the competitive theory and practice of portfolio selection (Extended Abstract). In: Proceedings of the 4th Latin American Symposium on Theoretical Informatics (2000) 173–196. [Google Scholar]
- A. Borodin, R. El-Yaniv and V. Gogan, Can we learn to beat the best stock. J. Artif. Intell. Res. AI Access Found. 21 (2004) 579–594. [Google Scholar]
- G.-H. Chen, M.-Y. Kao, Y.-D. Lyuu and H.-K. Wong, Optimal buy-and-hold strategies for financial markets with bounded daily returns. SIAM J. Comput. 31 (2001) 447–459. [CrossRef] [Google Scholar]
- T. Cover, Universal portfolios. Math. Finance 1 (1991) 1–29. [Google Scholar]
- R. Dochow, Online Algorithms for the Portfolio Selection Problem. Springer, Berlin (2016). [Google Scholar]
- C. Gangolf, R. Dochow, G. Schmidt and T. Tamisier, Automated credit rating prediction in a competitive framework. RAIRO: OR 50 (2016) 749–765. [CrossRef] [Google Scholar]
- D. Helmbold, R. Schapire, Y. Singer and M. Warmuth, On-line portfolio selection using multiplicative updates. Math. Finance 8 (1998) 325–347. [Google Scholar]
- D. Huang, J. Zhou, B. Li, S.C. Hoi and S. Zhou, Robust median reversion strategy for on-line portfolio selection. In: Proceedings of the 23rd International Joint Conference on Artificial Intelligence (2013) 2006–2012. [Google Scholar]
- A. Kalai and S. Vempala, Efficient algorithms for universal portfolios. J. Mach. Learn. Res. 3 (2002) 423–440. [Google Scholar]
- B. Li, P. Zhao, S. Hoi and V. Gopalkrishnan, PAMR: passive aggressive mean reversion strategy for portfolio selection. Mach. Learn. 87 (2012) 221–258. [Google Scholar]
- G. Schmidt, Competitive analysis of bi-directional non-preemptive conversion. J. Comb. Optim. 34 (2017) 1096–1113. [Google Scholar]
- P. Schroeder, R. Dochow and G. Schmidt, Conversion algorithms with a reward function and interrelated conversion rates. In: Proceedings of the 45th International Conference on Computers and Industrial Engineering. France (2015) 536–543. [Google Scholar]
- P. Schroeder and I. Kacem, Optimal cash management with uncertain and interrelated demands. In: Proceedings of the 47th International Conference on Computers and Industrial Engineering. Portugal (2017) 502–508. [Google Scholar]
- P. Schroeder, R. Dochow and G. Schmidt, Optimal solutions for the online time series search and one-way trading problem with interrelated prices and a profit function. Comput. Ind. Eng. 119 (2018) 465–471. [Google Scholar]
- D.D. Sleator and R.E. Tarjan, Amortized efficiency of list update and paging rules. Commun. ACM 28 (1985) 202–208. [Google Scholar]
- R. El-Yaniv, A. Fiat, R. Karp and G. Turpin, competitive analysis of financial games. In: Proceedings of the 33rd Annual Symposium on Foundations of Computer Science (1992) 327–333. [Google Scholar]
- W. Zhang, Y. Xu, F. Zheng and Y. Dong, Optimal algorithms for online time series search and one-way trading with interrelated prices. J. Comb. Optim. 23 (2012) 159–166. [Google Scholar]
Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.
Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.
Initial download of the metrics may take a while.